T-optimal designs for multi-factor polynomial regression models via a semidefinite relaxation method

Yuguang Yue, Lieven Vandenberghe, Weng Kee Wong

研究成果: Article同行評審

4 引文 斯高帕斯(Scopus)

摘要

We consider T-optimal experiment design problems for discriminating multi-factor polynomial regression models where the design space is defined by polynomial inequalities and the regression parameters are constrained to given convex sets. Our proposed optimality criterion is formulated as a convex optimization problem with a moment cone constraint. When the regression models have one factor, an exact semidefinite representation of the moment cone constraint can be applied to obtain an equivalent semidefinite program. When there are two or more factors in the models, we apply a moment relaxation technique and approximate the moment cone constraint by a hierarchy of semidefinite-representable outer approximations. When the relaxation hierarchy converges, an optimal discrimination design can be recovered from the optimal moment matrix, and its optimality can be additionally confirmed by an equivalence theorem. The methodology is illustrated with several examples.

原文English
頁(從 - 到)725-738
頁數14
期刊Statistics and Computing
29
發行號4
DOIs
出版狀態Published - 2019 7月 15

All Science Journal Classification (ASJC) codes

  • 理論電腦科學
  • 統計與概率
  • 統計、概率和不確定性
  • 計算機理論與數學

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